+1,037.7%
SEI vs FROG
+59.4%
+978.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.5% |
| 7D | +10.5% | +12.5% | -2.0% | +8.4% |
| 30D | -8.0% | +23.5% | -31.5% | -11.4% |
| 3M | +6.7% | +19.4% | -12.7% | +3.1% |
| 6M | -17.0% | +77.0% | -94.0% | -23.9% |
| YTD | +39.7% | +81.9% | -42.2% | +25.4% |
| 1Y | +43.2% | +90.7% | -47.5% | +27.8% |
| 3Y | +676.3% | +328.5% | +347.8% | +516.6% |
| 5Y | +891.0% | +207.0% | +684.0% | +661.5% |
| All | +1,037.7% | +59.4% | +978.3% | +759.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling